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Do the two characters at the end of the Hayate ep. 00 OVA, Sharuna-chan and Fumi-chan, show up later in the story? Their personalities, character designs, etc. make it hard for me to believe they won't show up again.

When does Athena (Hayate's first girlfriend) first appear in the manga?

Volume 9 is the first time she's ever referred to. The end of the third chapter in that volume...Chapter 88 if you go by the series as a whole. As for when she first shows up in person...I have no idea, since it hasn't been translated yet, but it's quite a ways later from what I understand.

If it's so, does it means her name is: "3000 years old Nagi tree" (as the tree's name, like in Kannagi? ) 0_o

I knows Kanji words may be all different but just curious

Short answer: no. Long answer:

三千院ナギ is how it's written in kanji (and katakana for her given name -- which is rather common for Hayate, actually...Hinagiku, Maria, Nagi, and Hayate himself all write their given names with katakana characters).

The katakana means nothing more than they didn't care too much about figuring out to get their names in kanji. That or they wanted the principles to have easy to remember/write names. Katakana characters have zero meaning on their own, similar to hiragana characters. They're just sounds.

The "sanzen" part is indeed written in kanji characters as 3000 (三千). The 'in' part, on the other hand, is the same as that in 'Hakuou Gakuin,' which on its own (院) means "academy" or "institute." That said, it's a name. They rarely if ever mean anything insofar as plot.

Ah, that's rather difficult. The problem is that the first season doesn't just deviate from the plot, it changes the order of events significantly.

For example, the last thing that happens before episode one of the second season in the manga is a trip on Sakuya's boat and this will more than likely be referred back to in the second episode (as it was in the corresponding chapters to those events). This is chapter 51 and 52 of the manga. It's episode 43 in the first season.

The first season has a lot of anime original material, but they more often moved to create their own timeline of existing events. Hinagiku doesn't show up in the manga until chapter 35 of the manga. She shows up in episode 4 of the first season in pretty much exactly the same way as she shows up in the manga with some slight modifications to the manga's rather abrupt ending.

So, honestly, you really have to read the manga to get everything. That said, the last major event to occur before the second season jumps in is episode 16 of the first season. Though, again, one really important event (that occurred earlier in the manga than those events) is in episodes 24 and 25...really you should probably read the manga through chapter 52 (this is near the end of Volume 5).

Personally, I find the first season worthwhile just on its comedic merits, but the plot of the second season expects that you've read the manga up until that point, even if you have seen season one. It should also be noted that it's unlikely that the second season will redo any events that the first season did on its own, even if it was really out of order. A lot of side stories were done in the first season that will probably not be repeated here, even though they chronologically happened after where the second season jumps in.